Concepedia

Variational Preferences

Variational Preferences is a decision-theoretic model of choice under ambiguity that belongs to the class of preference representations incorporating multiple priors, distinguished by its specification of preferences through a penalization function over probabilistic beliefs, thereby allowing a continuous trade-off between utility expectations and model uncertainty.

21

Publications

1.7K

Citations

30

Authors

37

Institutions

Publications per year

2017–2026

5

Parents

Publications

21

Ambiguity Aversion, Robustness, and the Variational Representation of Preferences

Fabio Maccheroni, Mássimo Marinacci, Aldo Rustichini · Econometrica · 2006 · 400 citations

, , +17

Dynamic variational preferences

Fabio Maccheroni, Mássimo Marinacci, Aldo Rustichini · Journal of Economic Theory · 2006 · 292 citations

, , +14

Axiomatic Foundations of Multiplier Preferences

Tomasz Strzalecki · Econometrica · 2011 · 273 citations · Full text

, , +12

COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME

Patrick Cheridito, Michael Kupper · International Journal of Theoretical and Applied Finance · 2011 · 158 citations

, , +17

Updating Ambiguity Averse Preferences

Eran Hanany, Peter Klibanoff · The B E Journal of Theoretical Economics · 2009 · 102 citations

, , +16

1–5 of 21

Authors

30

  1. AR
    Aldo Rustichini

    University of Minnesota, United States

    4 publications · 724 citations

    4

    h-index

  2. FM
    Fabio Maccheroni

    Bocconi University, Italy

    4 publications · 724 citations

    4

    h-index

  3. MM
    Mássimo Marinacci

    Bocconi University, Italy

    4 publications · 724 citations

    4

    h-index

  4. TS
    Tomasz Strzalecki

    Harvard University, United States

    4 publications · 391 citations

    4

    h-index

  5. LP
    Lars Peter Hansen

    University of Chicago, United States

    2 publications · 49 citations

    2

    h-index

1–5 of 30

Institutions

37

  1. Harvard University

    Cambridge, United States

    2 h-index

    2 publications

    95 citations

  2. Centre d'Économie de la Sorbonne

    Paris, France

    2 h-index

    2 publications

    100 citations

  3. Utrecht University

    Utrecht, The Netherlands

    2 h-index

    2 publications

    38 citations

  4. University of Chicago

    Chicago, United States

    2 h-index

    2 publications

    49 citations

  5. Paris School of Economics

    Paris, France

    2 h-index

    2 publications

    100 citations

  6. New York University

    New York, United States

    2 h-index

    2 publications

    49 citations

  7. Collegio Carlo Alberto

    Moncalieri, Italy

    2 h-index

    4 publications

    1.5K citations

  8. Princeton University

    Princeton, United States

    1 h-index

    1 publications

    158 citations

1–8 of 37

Venues

  1. Econometrica

    3 publications · 685 citations

    3

    h-index

  2. Journal of Economic Theory

    JET · 3 publications · 342 citations

    3

    h-index

  3. SSRN Electronic Journal

    Repository · 2 publications · 94 citations

    2

    h-index

  4. Journal of Risk and Uncertainty

    2 publications · 26 citations

    2

    h-index

  5. Science Advances

    1 publications · 24 citations

    1

    h-index

1–5